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Wharton School: Finance (Topic)

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Viewing: 1 - 50 of 455 papers

1.

Endogeneity in Empirical Corporate Finance

Simon School Working Paper No. FR 11-29
Number of pages: 97 Posted: 28 Jan 2011 Last Revised: 06 Oct 2012
Working Paper Series
Michael R. Roberts and Toni M. Whited
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Michigan, Stephen M. Ross School of Business
Downloads 17,785
2.

Are Stocks Really Less Volatile in the Long Run?

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 56 Posted: 26 May 2008 Last Revised: 13 Dec 2011
Working Paper Series
Lubos Pastor and Robert F. Stambaugh
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 11,176
3.

Does the Stock Market Fully Value Intangibles? Employee Satisfaction and Equity Prices

Journal of Financial Economics 101(3), 621-640, September 2011
Number of pages: 43 Posted: 19 Mar 2008 Last Revised: 19 Dec 2013
Accepted Paper Series
Alex Edmans
London Business School - Institute of Finance and Accounting
Downloads 9,428
4.

Common Risk Factors in Currency Markets

Review of Financial Studies ( 2011), 24(11), .
Number of pages: 74 Posted: 01 Jun 2008 Last Revised: 27 Aug 2012
Accepted Paper Series
Hanno N. Lustig, Nikolai L. Roussanov and Adrien Verdelhan
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 6,164
5.

Special Purpose Vehicles and Securitization

FRB Philadelphia Working Paper No. 05-21
Number of pages: 63 Posted: 04 May 2005 Last Revised: 13 Dec 2011
Working Paper Series
Gary B. Gorton and Nicholas S. Souleles
Yale School of Management and University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 6,121
6.

Investing in Socially Responsible Mutual Funds

Number of pages: 56 Posted: 22 Jul 2003
Working Paper Series
Christopher Geczy, Robert F. Stambaugh and David Levin
University of Pennsylvania - The Wharton School, Finance Department, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 5,831
7.

Creditor Control Rights, Corporate Governance, and Firm Value

Number of pages: 79 Posted: 17 Aug 2009 Last Revised: 14 Dec 2011
Working Paper Series
Greg Nini, Amir Sufi and David C. Smith
Drexel University - Department of Finance, University of Chicago - Booth School of Business and University of Virginia - McIntire School of Commerce
Downloads 4,676
8.

The Short of It: Investor Sentiment and Anomalies

Journal of Financial Economics (JFE), Vol. 104, pp 288-302, May 2012, AFA 2012 Chicago Meetings Paper
Number of pages: 37 Posted: 15 Mar 2010 Last Revised: 11 Mar 2012
Accepted Paper Series
Robert F. Stambaugh, Jianfeng Yu and Yu Yuan
University of Pennsylvania - The Wharton School, Tsinghua University - PBC School of Finance and Shanghai Advanced Institute of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 4,629
9.

The Post-merger Performance Puzzle

Number of pages: 59 Posted: 05 Jan 2000
Working Paper Series
Anup Agrawal and Jeffrey F. Jaffe
University of Alabama - Culverhouse College of Commerce & Business Administration and University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 4,589
10.

Payout Policy

Number of pages: 148 Posted: 10 May 2002
Working Paper Series
Roni Michaely and Franklin Allen
Johnson@Cornell Tech, Cornell University and Imperial College London

Multiple version iconThere are 3 versions of this paper

Downloads 4,173
11.

The Structure and Pricing of Corporate Debt Covenants

Number of pages: 43 Posted: 04 Dec 2003
Working Paper Series
Michael Bradley and Michael R. Roberts
Duke University - Fuqua School of Business and The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)

Multiple version iconThere are 2 versions of this paper

Downloads 3,944
12.

Liquidity Risk and Expected Stock Returns

CRSP Working Paper No. 531
Number of pages: 38 Posted: 17 Aug 2001
Working Paper Series
Lubos Pastor and Robert F. Stambaugh
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 3,853
13.

Networks in Finance

Wharton Financial Institutions Center Working Paper No. 08-07
Number of pages: 20 Posted: 19 Feb 2008 Last Revised: 04 Dec 2011
Working Paper Series
Franklin Allen and Ana Babus
Imperial College London and Federal Reserve Bank of Chicago
Downloads 3,818
14.

China's Financial System: Past, Present, and Future

Number of pages: 63 Posted: 05 Aug 2005
Working Paper Series
Franklin Allen, Jun Qian and Meijun Qian
Imperial College London, Fanhai International School of Finance, Fudan University and Australian National University (ANU) - College of Business and Economics
Downloads 3,723
15.

On the Size of the Active Management Industry

CRSP Working Paper
Number of pages: 44 Posted: 06 Jan 2010 Last Revised: 24 Jul 2012
Working Paper Series
Lubos Pastor and Robert F. Stambaugh
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 4 versions of this paper

Downloads 3,064
16.

Dynamic CEO Compensation

Journal of Finance 67(5), 1603-1647, October 2012
Number of pages: 63 Posted: 18 Mar 2009 Last Revised: 20 Dec 2013
Accepted Paper Series
Alex Edmans, Xavier Gabaix, Tomasz Sadzik and Yuliy Sannikov
London Business School - Institute of Finance and Accounting, Harvard University - Department of Economics, New York University (NYU) and University of California, Berkeley - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 3,007
17.

Rating Agencies in the Face of Regulation

Journal of Financial Economics (JFE), Vol. 108, pp. 64-81, 2013, Chicago Booth Research Paper No. 13-05, Fama-Miller Working Paper
Number of pages: 33 Posted: 26 Jan 2010 Last Revised: 11 Apr 2013
Accepted Paper Series
Christian C. Opp, Marcus M. Opp and Milton Harris
University of Pennsylvania - The Wharton School, University of California, Berkeley - Finance Group and University of Chicago - Finance
Downloads 2,931
18.

Sports Sentiment and Stock Returns

Journal of Finance 62(4), 1967-1998, August 2007
Number of pages: 47 Posted: 02 Mar 2005 Last Revised: 20 Dec 2013
Accepted Paper Series
Alex Edmans, Diego Garcia and Oyvind Norli
London Business School - Institute of Finance and Accounting, University of Colorado at Boulder - Leeds School of Business and BI Norwegian Business School - Department of Financial Economics
Downloads 2,874
19.

The Role of Liquidity in Financial Crises

Number of pages: 37 Posted: 19 Sep 2008 Last Revised: 26 Jan 2014
Working Paper Series
Franklin Allen and Elena Carletti
Imperial College London and Bocconi University - Department of Finance
Downloads 2,810
20.

Predictive Systems: Living with Imperfect Predictors

CRSP Working Paper No. 617, EFA 2007 Ljubljana Meetings Paper
Number of pages: 51 Posted: 19 Feb 2007 Last Revised: 13 Dec 2011
Working Paper Series
Lubos Pastor and Robert F. Stambaugh
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 4 versions of this paper

Downloads 2,733
21.

Financial Crises: Theory and Evidence

Number of pages: 44 Posted: 22 Jun 2009 Last Revised: 26 Jan 2014
Working Paper Series
Ana Babus, Elena Carletti and Franklin Allen
Federal Reserve Bank of Chicago, Bocconi University - Department of Finance and Imperial College London

Multiple version iconThere are 2 versions of this paper

Downloads 2,535
22.

Stakeholder Capitalism, Corporate Governance and Firm Value

EFA 2007 Ljubljana Meetings Paper, ECGI - Finance Working Paper No. 190/2007, Wharton Financial Institutions Center Working Paper #09-28
Number of pages: 39 Posted: 05 Mar 2007 Last Revised: 18 Oct 2014
Working Paper Series
Franklin Allen, Elena Carletti and Robert Marquez
Imperial College London, Bocconi University - Department of Finance and University of California, Davis
Downloads 2,499
23.

The Pecking Order, Debt Capacity, and Information Asymmetry

Number of pages: 57 Posted: 09 Jun 2004
Working Paper Series
Mark T. Leary and Michael R. Roberts
Washington University in St. Louis - Olin Business School and The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)
Downloads 2,445
24.

Comparing China's Financial System

China Journal of Finance, Vol. 1, pp. 1-28, June 2003
Number of pages: 48 Posted: 18 Sep 2003
Accepted Paper Series
Franklin Allen, Jun Qian and Meijun Qian
Imperial College London, Fanhai International School of Finance, Fudan University and Australian National University (ANU) - College of Business and Economics
Downloads 2,285
25.

Managing Risk Management

AFA 2012 Chicago Meetings Paper
Number of pages: 57 Posted: 18 Mar 2011 Last Revised: 20 Dec 2013
Working Paper Series
Gordon M. Bodnar, Erasmo Giambona, John R. Graham, Campbell R. Harvey and Richard C. Marston
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS), Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate, Duke University, Duke University - Fuqua School of Business and University of Pennsylvania - Finance Department
Downloads 2,225
26.

How Does Financing Impact Investment? The Role of Debt Covenants

AFA 2007 Chicago Meetings Paper
Number of pages: 61 Posted: 26 Nov 2005
Working Paper Series
Sudheer Chava and Michael R. Roberts
Georgia Institute of Technology - Scheller College of Business and The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)
Downloads 2,147
27.

The Structure and Pricing of Corporate Debt Covenants

6th Annual Texas Finance Festival
Number of pages: 46 Posted: 31 Aug 2004
Working Paper Series
Michael Bradley and Michael R. Roberts
Duke University - Fuqua School of Business and The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)

Multiple version iconThere are 2 versions of this paper

Downloads 2,136
28.

Back to the Beginning: Persistence and the Cross-Section of Corporate Capital Structure

Number of pages: 63 Posted: 09 Feb 2006
Working Paper Series
Michael L. Lemmon, Michael R. Roberts and Jaime F. Zender
University of Utah - Department of Finance, The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Colorado at Boulder - Department of Finance
Downloads 2,097
29.

Do Investment Banks Matter for M&A Returns?

Review of Financial Studies, Vol. 24, No. 7, pp. 2286-2315, July 2011, EFA 2007 Ljubljana Meetings Paper
Number of pages: 41 Posted: 21 Dec 2006 Last Revised: 07 Dec 2011
Accepted Paper Series
Jack Bao and Alex Edmans
Board of Governors of the Federal Reserve System and London Business School - Institute of Finance and Accounting
Downloads 1,987
30.

Law, Finance, and Economic Growth in China

U of Penn, Inst for Law & Econ Research Paper No. 03-21
Number of pages: 60 Posted: 04 Feb 2003
Working Paper Series
Franklin Allen, Jun Qian and Meijun Qian
Imperial College London, Fanhai International School of Finance, Fudan University and Australian National University (ANU) - College of Business and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,918
31.

Do Firms Rebalance Their Capital Structures?

14th Annual Utah Winter Finance Conference; Tuck Contemporary Corporate Finance Issues III Conference Paper
Number of pages: 58 Posted: 03 Aug 2004
Working Paper Series
Mark T. Leary and Michael R. Roberts
Washington University in St. Louis - Olin Business School and The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)
Downloads 1,873
32.

Corporate Dividend Policies: Lessons from Private Firms

Number of pages: 50 Posted: 01 Sep 2006 Last Revised: 13 Dec 2011
Working Paper Series
Michael R. Roberts and Roni Michaely
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and Johnson@Cornell Tech, Cornell University
Downloads 1,871
33.

The Real Effects of Financial Markets: The Impact of Prices on Takeovers

Journal of Finance 67(3), 933-971, June 2012
Number of pages: 58 Posted: 19 Mar 2008 Last Revised: 04 Jun 2014
Accepted Paper Series
Alex Edmans, Itay Goldstein and Wei Jiang
London Business School - Institute of Finance and Accounting, University of Pennsylvania - The Wharton School - Finance Department and Columbia Business School - Finance and Economics
Downloads 1,836
34.

Inside Debt

Review of Finance, Vol. 15, No. 1, pp. 75-102, January 2011, EFA 2007 Ljubljana Meetings Paper
Number of pages: 27 Posted: 21 Jul 2005 Last Revised: 07 Dec 2011
Accepted Paper Series
Alex Edmans and Qi Liu
London Business School - Institute of Finance and Accounting and Peking University - Department of Finance
Downloads 1,765
35.

Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements

Number of pages: 29 Posted: 03 Mar 2005 Last Revised: 13 Dec 2011
Working Paper Series
Malcolm P. Baker, Lubomir P. Litov, Jessica A. Wachter and Jeffrey Wurgler
Harvard Business School, University of Oklahoma - Michael F. Price College of Business, University of Pennsylvania - Finance Department and NYU Stern School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 1,697
36.

Control Rights and Capital Structure: An Empirical Investigation

9th Annual Texas Finance Festival, AFA 2008 New Orleans Meetings
Number of pages: 68 Posted: 12 Feb 2007 Last Revised: 13 Dec 2011
Working Paper Series
Michael R. Roberts and Amir Sufi
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Chicago - Booth School of Business
Downloads 1,682
37.

The Impact of Foreign Bank Entry in Emerging Markets: Evidence from India

Journal of Financial Intermediation, Vol. 19, No. 1, 2010
Number of pages: 54 Posted: 20 Jun 2006 Last Revised: 17 Jun 2014
Working Paper Series
Todd A. Gormley
Washington University in St. Louis
Downloads 1,657
38.

Mutual Fund Survivorship

Number of pages: 67 Posted: 19 Oct 2000
Working Paper Series
Mark M. Carhart, Jennifer N. Carpenter, Anthony W. Lynch and David K. Musto
Kepos Capital LP, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department

Multiple version iconThere are 4 versions of this paper

Downloads 1,638
39.

Creditor Control Rights and Firm Investment Policy

Number of pages: 48 Posted: 08 Sep 2006 Last Revised: 14 Sep 2014
Working Paper Series
Greg Nini, Amir Sufi and David C. Smith
Drexel University - Department of Finance, University of Chicago - Booth School of Business and University of Virginia - McIntire School of Commerce
Downloads 1,637
40.

The Dynamics of Capital Structure: An Empirical Analysis of a Partially Observable System

Duke University, Fuqua School of Business Working Paper
Number of pages: 53 Posted: 18 Apr 2002
Working Paper Series
Michael R. Roberts
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)
Downloads 1,635
41.

Countercyclical Currency Risk Premia

Journal of Financial Economics (JFE), Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 58 Posted: 26 Jan 2010 Last Revised: 07 Nov 2014
Accepted Paper Series
Hanno N. Lustig, Nikolai L. Roussanov and Adrien Verdelhan
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,608
42.

Is CEO Pay Really Inefficient? A Survey of New Optimal Contracting Theories

Europen Financial Management, Vol. 15, No. 3, pp. 486-496, June 2009
Number of pages: 13 Posted: 24 Sep 2008 Last Revised: 07 Dec 2011
Accepted Paper Series
Alex Edmans and Xavier Gabaix
London Business School - Institute of Finance and Accounting and Harvard University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,565
43.

Beauty Contests, Bubbles and Iterated Expectations in Asset Markets

Cowles Foundation Discussion Paper No. 1406; AFA 2004 San Diego Meetings
Number of pages: 38 Posted: 08 Mar 2003
Working Paper Series
Franklin Allen, Stephen Morris and Hyun Song Shin
Imperial College London, Princeton University - Department of Economics and Bank for International Settlements
Downloads 1,548
44.

India's Financial System

Number of pages: 109 Posted: 31 Aug 2008
Working Paper Series
Franklin Allen, Rajesh Chakrabarti and Sankar De
Imperial College London, OP Jindal Global University and Independent
Downloads 1,524
45.

Do Stock Mergers Create Value for Acquirers?

Number of pages: 50 Posted: 07 Feb 2006 Last Revised: 21 Apr 2014
Working Paper Series
Pavel G. Savor and Qi Lu
Temple University - Fox School of Business and affiliation not provided to SSRN
Downloads 1,500
46.

Do Takeover Targets Under-perform? Evidence from Operating and Stock Returns

Number of pages: 43 Posted: 05 Jul 2001
Working Paper Series
Anup Agrawal and Jeffrey F. Jaffe
University of Alabama - Culverhouse College of Commerce & Business Administration and University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 1,495
47.

Do Peer Firms Affect Corporate Financial Policy?

Number of pages: 57 Posted: 12 Jun 2010 Last Revised: 13 Dec 2011
Working Paper Series
Mark T. Leary and Michael R. Roberts
Washington University in St. Louis - Olin Business School and The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)
Downloads 1,487
48.

Earnings Announcements and Systematic Risk

Journal of Finance, vol. 71, 2016, 83–138. 2016 Amundi Smith Breeden Prize, AFA 2012 Chicago Meetings Paper,
Number of pages: 83 Posted: 17 Mar 2011 Last Revised: 12 Jan 2017
Accepted Paper Series
Pavel G. Savor and Mungo Ivor Wilson
Temple University - Fox School of Business and University of Oxford - Said Business School
Downloads 1,447
49.

Financial Contracting: A Survey of Empirical Research and Future Directions

Number of pages: 29 Posted: 12 Mar 2009
Working Paper Series
Michael R. Roberts and Amir Sufi
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,441
50.

Renegotiation of Financial Contracts: Evidence from Private Credit Agreements

Number of pages: 63 Posted: 28 Sep 2007 Last Revised: 13 Dec 2011
Working Paper Series
Michael R. Roberts and Amir Sufi
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Chicago - Booth School of Business
Downloads 1,400
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